-5.8%
INDA vs ALK
-3.2%
-2.5%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +1.0% | 0.0% |
| 7D | +3.1% | +2.6% | +0.5% | +2.6% |
| 30D | +11.3% | +7.8% | +3.5% | +9.6% |
| 3M | +3.0% | -15.2% | +18.2% | +5.4% |
| 6M | +6.5% | +5.0% | +1.5% | +4.4% |
| YTD | -4.6% | -18.4% | +13.9% | -4.8% |
| 1Y | -5.8% | -2.4% | -3.4% | -6.3% |
| All | -5.8% | -3.2% | -2.5% | -6.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded ALK wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling